+5.8%
HD vs CL
+39.7%
-33.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.3% | -0.9% |
| 7D | +4.3% | +1.3% | +3.0% | +3.8% |
| 30D | +20.2% | +11.4% | +8.8% | +14.9% |
| 3M | -1.0% | +4.4% | -5.4% | -2.8% |
| 6M | +7.9% | +10.8% | -2.9% | +3.1% |
| YTD | +2.0% | +25.1% | -23.1% | -7.4% |
| 1Y | -4.3% | +28.0% | -32.3% | -14.0% |
| 3Y | +25.9% | +37.6% | -11.7% | +6.7% |
| All | +5.8% | +39.7% | -33.9% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling